+185.8%
GS vs WSM
+245.0%
-59.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -2.4% | +6.0% | -8.4% | -3.9% |
| 3M | -15.7% | +3.2% | -19.0% | -16.6% |
| 6M | -6.8% | +37.1% | -43.9% | -14.9% |
| YTD | -0.1% | +44.2% | -44.2% | -9.8% |
| 1Y | +12.1% | +34.2% | -22.1% | +2.8% |
| 3Y | +185.8% | +249.3% | -63.5% | +99.2% |
| All | +185.8% | +245.0% | -59.3% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling